Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-07 0.255233 0.276445 0.299370 0.326124 0.356664 0.390648 0.431621
2025-12-14 0.224990 0.251902 0.282526 0.320354 0.366396 0.421387 0.493254
2025-12-21 0.203237 0.232998 0.268154 0.313469 0.371443 0.444767 0.547390
2025-12-28 0.192060 0.224791 0.264761 0.318317 0.390114 0.486122 0.630182
2026-01-04 0.184518 0.219937 0.264482 0.326318 0.412930 0.535182 0.732044
2026-01-11 0.174105 0.210364 0.256991 0.323498 0.419926 0.562132 0.805210
2026-01-18 0.167702 0.205356 0.254856 0.327423 0.436451 0.604892 0.912409
2026-01-25 0.157215 0.194160 0.243420 0.316935 0.430024 0.610334 0.955101
2026-02-01 0.147657 0.183639 0.232180 0.305710 0.421107 0.610174 0.986807
2026-02-08 0.141751 0.177755 0.227002 0.302944 0.425047 0.631933 1.066075
2026-02-15 0.139448 0.176676 0.228488 0.310213 0.445790 0.685934 1.227198
2026-02-22 0.135049 0.172388 0.225019 0.309440 0.452828 0.715659 1.343024
2026-03-01 0.130346 0.167559 0.220645 0.307171 0.457523 0.742602 1.464198
2026-03-08 0.125663 0.162537 0.215698 0.303585 0.459470 0.764359 1.580342
2026-03-15 0.120812 0.157057 0.209767 0.297947 0.457077 0.776697 1.675342
2026-03-22 0.118877 0.155754 0.210114 0.302752 0.474572 0.834867 1.935677
2026-03-29 0.117698 0.155497 0.212025 0.310309 0.498178 0.911793 2.307556
2026-04-05 0.114324 0.151788 0.208302 0.307756 0.501410 0.940995 2.524930
2026-04-12 0.112508 0.150360 0.208116 0.311422 0.517692 1.006232 2.943269
2026-04-19 0.107997 0.144643 0.200770 0.301704 0.504942 0.993318 2.996493
2026-04-26 0.103572 0.138932 0.193239 0.291282 0.489913 0.972320 3.001828
2026-05-03 0.100976 0.135969 0.190078 0.288712 0.491625 0.997819 3.272084
2026-05-10 0.100367 0.136059 0.191905 0.295469 0.514452 1.088276 4.018026